+3,273.8%
GLW vs SHEL
+2,579.2%
+694.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -11.1% | -6.7% | -4.5% | -9.3% |
| 30D | -28.4% | -2.9% | -25.5% | -27.9% |
| 3M | -28.8% | +9.1% | -37.9% | -30.7% |
| 6M | -39.8% | +17.9% | -57.7% | -42.9% |
| YTD | +28.7% | +36.0% | -7.3% | +16.9% |
| 1Y | +27.7% | +31.8% | -4.1% | +17.0% |
| 3Y | +331.3% | +66.9% | +264.5% | +267.5% |
| 5Y | +233.4% | +160.6% | +72.9% | +146.9% |
| 10Y | +521.8% | +197.5% | +324.2% | +327.8% |
| All | +3,273.8% | +2,579.2% | +694.5% | +1,869.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling